+1,504.8%
ASML vs CG
+320.1%
+1,184.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.6% | -0.4% | +2.9% |
| 7D | -0.8% | +3.0% | -3.9% | -2.3% |
| 30D | -14.9% | +10.1% | -25.0% | -19.2% |
| 3M | -13.0% | -10.8% | -2.1% | -8.6% |
| 6M | -4.7% | -15.2% | +10.5% | +2.0% |
| YTD | +42.3% | -26.9% | +69.2% | +62.7% |
| 1Y | +49.7% | -17.0% | +66.8% | +59.8% |
| 3Y | +144.3% | +54.6% | +89.6% | +76.6% |
| 5Y | +86.4% | -16.7% | +103.1% | +79.5% |
| 10Y | +1,504.8% | +320.1% | +1,184.7% | +759.6% |
| All | +1,504.8% | +320.1% | +1,184.7% | +759.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling